From f418cae7cb95aa1ee3f5dda6529cf8b0a2a92a06 Mon Sep 17 00:00:00 2001 From: "Brian G. Peterson" Date: Thu, 5 Dec 2024 01:35:57 +0000 Subject: [PATCH] more link machinations to keep CRAN happy --- R/CoMoments.R | 3 ++- R/PerformanceAnalytics-package.R | 2 +- R/Return.Geltner.R | 4 ++-- R/StdDev.annualized.R | 2 +- R/chart.Histogram.R | 3 +-- R/chart.RiskReturnScatter.R | 3 +-- man/PerformanceAnalytics-package.Rd | 2 +- man/Return.Geltner.Rd | 4 ++-- man/StdDev.annualized.Rd | 2 +- man/centeredmoments.Rd | 9 +++++---- man/chart.Histogram.Rd | 3 +-- man/chart.RiskReturnScatter.Rd | 3 +-- man/edhec.Rd | 8 ++------ 13 files changed, 21 insertions(+), 27 deletions(-) diff --git a/R/CoMoments.R b/R/CoMoments.R index 0a957994..da7b50b1 100644 --- a/R/CoMoments.R +++ b/R/CoMoments.R @@ -1,7 +1,8 @@ #' calculate centered moment/co-moment return matrices #' #' the \eqn{n}-th centered moment is calculated as -#' \deqn{ }{moment^n(R) = +#' +#' \deqn{.}{moment^n(R) = #' E[R-E(R)^n]}\deqn{ \mu^{(n)}(R) = E\lbrack(R-E(R))^n\rbrack }{moment^n(R) = #' E[R-E(R)^n]} #' diff --git a/R/PerformanceAnalytics-package.R b/R/PerformanceAnalytics-package.R index ad71211f..290597ac 100644 --- a/R/PerformanceAnalytics-package.R +++ b/R/PerformanceAnalytics-package.R @@ -773,7 +773,7 @@ #' Data series \code{\link{edhec}} used in \kbd{PerformanceAnalytics} and #' related publications with the kind permission of the EDHEC Risk and Asset #' Management Research Center. \cr -#' \url{https://climateimpact.edhec.edu/indexes/pure_style} +#' \url{https://climateimpact.edhec.edu/retirement-investing} #' #' Kris Boudt was instrumental in our research on component risk for #' portfolios with non-normal distributions, and is responsible for much of diff --git a/R/Return.Geltner.R b/R/Return.Geltner.R index a6be511a..f1696d47 100644 --- a/R/Return.Geltner.R +++ b/R/Return.Geltner.R @@ -10,8 +10,8 @@ #' #' The Geltner autocorrelation adjusted return series may be calculated via: #' -#' \deqn{ }{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) }\deqn{ -#' R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns = +#' \deqn{.}{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) } +#' \deqn{R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns = #' [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) } #' #' where \eqn{\rho_{1}}{acf(R(t-1))} is the first-order autocorrelation of the diff --git a/R/StdDev.annualized.R b/R/StdDev.annualized.R index 63c91777..8c500200 100644 --- a/R/StdDev.annualized.R +++ b/R/StdDev.annualized.R @@ -32,7 +32,7 @@ #' @param \dots any other passthru parameters #' @author Brian G. Peterson #' @seealso \code{\link[stats]{sd}} \cr -#' \url{https://wikipedia.org/wiki/inverse-square_law} +#' \url{https://en.wikipedia.org/wiki/Inverse-square_law} #' @references Bacon, C. \emph{Practical Portfolio Performance Measurement and #' Attribution}. Wiley. 2004. p. 27 \cr ###keywords ts multivariate distribution models diff --git a/R/chart.Histogram.R b/R/chart.Histogram.R index caecfdf4..a1950fab 100644 --- a/R/chart.Histogram.R +++ b/R/chart.Histogram.R @@ -69,8 +69,7 @@ #' @param xaxis if true, draws the x axis #' @param yaxis if true, draws the y axis #' @param \dots any other passthru parameters to \code{\link{plot}} -#' @note Code inspired by a chart on: \cr -#' \url{https://zoonek2.free.fr/UNIX/48_R/03.html} +#' @note Code inspired by a chart on: dead website zoonek2.free.fr /UNIX/48_R/03.html #' @author Peter Carl #' @seealso \code{\link[graphics]{hist}} ###keywords ts multivariate distribution models hplot diff --git a/R/chart.RiskReturnScatter.R b/R/chart.RiskReturnScatter.R index 7de00553..f8a20598 100644 --- a/R/chart.RiskReturnScatter.R +++ b/R/chart.RiskReturnScatter.R @@ -47,8 +47,7 @@ #' @param cex.lab The magnification to be used for x and y labels relative to #' the current setting of 'cex'. #' @param \dots any other passthru parameters to \code{plot} -#' @note Code inspired by a chart on: -#' \url{https://zoonek2.free.fr/UNIX/48_R/03.html} +#' @note Code inspired by a chart on dead website zoonek2.free.fr /UNIX/48_R/03.html #' @author Peter Carl ###keywords ts multivariate distribution models hplot #' @examples diff --git a/man/PerformanceAnalytics-package.Rd b/man/PerformanceAnalytics-package.Rd index 44488bb1..813616aa 100644 --- a/man/PerformanceAnalytics-package.Rd +++ b/man/PerformanceAnalytics-package.Rd @@ -787,7 +787,7 @@ package. Data series \code{\link{edhec}} used in \kbd{PerformanceAnalytics} and related publications with the kind permission of the EDHEC Risk and Asset Management Research Center. \cr -\url{https://climateimpact.edhec.edu/indexes/pure_style} +\url{https://climateimpact.edhec.edu/retirement-investing} Kris Boudt was instrumental in our research on component risk for portfolios with non-normal distributions, and is responsible for much of diff --git a/man/Return.Geltner.Rd b/man/Return.Geltner.Rd index 4282ff63..a493f7e0 100644 --- a/man/Return.Geltner.Rd +++ b/man/Return.Geltner.Rd @@ -24,8 +24,8 @@ manual pricing effects. The Geltner autocorrelation adjusted return series may be calculated via: -\deqn{ }{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) }\deqn{ -R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns = +\deqn{.}{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) } +\deqn{R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) } where \eqn{\rho_{1}}{acf(R(t-1))} is the first-order autocorrelation of the diff --git a/man/StdDev.annualized.Rd b/man/StdDev.annualized.Rd index cb806ece..46138560 100644 --- a/man/StdDev.annualized.Rd +++ b/man/StdDev.annualized.Rd @@ -57,7 +57,7 @@ Attribution}. Wiley. 2004. p. 27 \cr } \seealso{ \code{\link[stats]{sd}} \cr -\url{https://wikipedia.org/wiki/inverse-square_law} +\url{https://en.wikipedia.org/wiki/Inverse-square_law} } \author{ Brian G. Peterson diff --git a/man/centeredmoments.Rd b/man/centeredmoments.Rd index 44e25295..4a9fd0e5 100644 --- a/man/centeredmoments.Rd +++ b/man/centeredmoments.Rd @@ -34,12 +34,13 @@ index, benchmark, portfolio, or secondary asset returns to compare against} usage, or leave the default mathematical meaning} } \description{ -the \eqn{n}-th centered moment is calculated as -\deqn{ }{moment^n(R) = -E[R-E(R)^n]}\deqn{ \mu^{(n)}(R) = E\lbrack(R-E(R))^n\rbrack }{moment^n(R) = -E[R-E(R)^n]} +the \eqn{n}-th centered moment is calculated as } \details{ +\deqn{.}{moment^n(R) = +E[R-E(R)^n]}\deqn{ \mu^{(n)}(R) = E\lbrack(R-E(R))^n\rbrack }{moment^n(R) = +E[R-E(R)^n]} + These functions are used internally by PerformanceAnalytics to calculate centered moments for a multivariate distribution as well as the standardized moments of a portfolio distribution. They are exposed here for users who diff --git a/man/chart.Histogram.Rd b/man/chart.Histogram.Rd index 8b6aa4ed..7281a194 100644 --- a/man/chart.Histogram.Rd +++ b/man/chart.Histogram.Rd @@ -134,8 +134,7 @@ and partial matching is used. Alternatively, a function can be supplied which will compute the intended number of breaks as a function of \code{R}. } \note{ -Code inspired by a chart on: \cr -\url{https://zoonek2.free.fr/UNIX/48_R/03.html} +Code inspired by a chart on: dead website zoonek2.free.fr /UNIX/48_R/03.html } \examples{ diff --git a/man/chart.RiskReturnScatter.Rd b/man/chart.RiskReturnScatter.Rd index 242aadcf..3f1f10c7 100644 --- a/man/chart.RiskReturnScatter.Rd +++ b/man/chart.RiskReturnScatter.Rd @@ -100,8 +100,7 @@ risk (standard deviation) for comparing manager performance. Also puts a box plot into the margins to help identify the relative performance quartile. } \note{ -Code inspired by a chart on: -\url{https://zoonek2.free.fr/UNIX/48_R/03.html} +Code inspired by a chart on dead website zoonek2.free.fr /UNIX/48_R/03.html } \examples{ diff --git a/man/edhec.Rd b/man/edhec.Rd index d862aebd..47094f79 100644 --- a/man/edhec.Rd +++ b/man/edhec.Rd @@ -15,18 +15,14 @@ From the EDHEC website: \dQuote{The EDHEC Risk and Asset Management Research Centre plays a noted role in furthering applied financial research and systematically highlighting its practical uses. As part of its philosophy, the centre maintains a dialogue with professionals which benefits the industry as a whole. At the same time, its proprietary R&D provides sponsors with an edge over competition and joint ventures allow selected partners to develop new business opportunities. To further assist financial institutions and investors implement the latest research advances in order to meet the challenges of the changing asset management landscape, the centre has spawned two consultancies and an executive education arm. Clients of these derivative activities include many of the leading organisations throughout Europe.} - -see \url{http://www.edhec-risk.com/about_us} } \format{CSV loaded into R and saved as an xts object with monthly observations. NOTE: In the era of CoVid-19, a few observations in the `Short Selling` index have not been reported. We chose to zero fill them at this time. These are observations on 2020-04-30, 2020-05-31, 2020-11-30, 2020-12-31, 2021-01-31, 2021-04-30, and 2021-05-31.} -\source{\url{http://www.edhec-risk.com/indexes/pure_style}} +\source{\url{https://climateimpact.edhec.edu/}} \references{ About EDHEC Alternative Indexes. December 16, 2003. EDHEC-Risk. \cr -\url{https://climateimpact.edhec.edu/about-edhec-risk-alternative-indexes} Vaissie Mathieu. A Detailed Analysis of the Construction Methods and Management Principles of Hedge Fund Indices. October 2003. EDHEC. \cr -\url{http://www.edhec-risk.com/site_edhecrisk/public/indexes/EDHEC_Publications/RISKReview1072705188065793513} -} + \examples{ data(edhec)